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Applied matrix algebra in the statistical sciences. (English) Zbl 0601.15001

New York-Amsterdam: North-Holland Publishing Co. XIII, 389 p. $ 39.50 (1983).
”The present volume is an attempt to collect into a single text some of the main results of matrix algebra that find wide use in both applied and theoretical branches of the statistical sciences, and provide a bridge between linear algebra and statistical models. It is hoped that this volume will be useful to students undertaking undergraduate or postgraduate degrees in quantitative areas such as statistics, probability, econometrics, psychometrics, sociometrics, biometrics, the various life and earth sciences, as well as quantitative geography and demography, by providing a self-contained book on applied matrix algebra designed for statistical application.”
Contents: Chapter 1. Vectors. Chapter 2. Vector spaces. Chapter 3. Matrices and systems of linear equations. Chapter 4. Matrices of special type. Chapter 5. Latent roots and latent vectors. Chapter 6. Generalized matrix inverses. Chapter 7. Nonnegative and diagonally dominant matrices.

MSC:

15-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to linear algebra
15A03 Vector spaces, linear dependence, rank, lineability
15A06 Linear equations (linear algebraic aspects)
15A18 Eigenvalues, singular values, and eigenvectors
15A09 Theory of matrix inversion and generalized inverses
15B48 Positive matrices and their generalizations; cones of matrices
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics